Market making, modeled to the cascade.

# Register a custom feature, deploy a strategy
from urchen import UrchenClient, StrategyClient

client = UrchenClient(api_key="…")

client.register_feature(
    name="alpha",
    expr="abs(ofi_multi_lag)*0.42 + book_imbalance*0.15",
)

strat = StrategyClient.deploy(
    template="b212_market_maker",
    venue="binance.spot",
    symbol="BTCUSDT",
    gates={
        "portfolio_default_probability": "< 0.10",
        "contagion_score": "< 0.25",
    },
)
strat.start(mode="LIVE")

// Pull risk + cascade features into a custom strategy
use urchen_sdk::{Client, Strategy, Mode};
use urchen_types::{RiskResult, CascadeResult};

async fn run() -> anyhow::Result<()> {
    let c = Client::connect("https://api.urchen.com").await?;

    let risk: RiskResult = c.risk("BTCUSDT").await?;
    let casc: CascadeResult = c.cascade("BTCUSDT").await?;

    if risk.default_probability < 0.10
        && casc.contagion_score < 0.25
    {
        Strategy::deploy("b212_market_maker")
            .venue("binance.spot")
            .symbol("BTCUSDT")
            .mode(Mode::Live)
            .start().await?;
    }
    Ok(())
}